Related papers: An Algorithm for Pattern Discovery in Time Series

Over the last decade, hidden Markov models (HMMs) have become increasingly popular in statistical ecology, where they constitute natural tools for studying animal behavior based on complex sensor data. Corresponding analyses sometimes…

We aim at the construction of a Hidden Markov Model (HMM) of assigned complexity (number of states of the underlying Markov chain) which best approximates, in Kullback-Leibler divergence rate, a given stationary process. We establish, under…

The aim in many sciences is to understand the mechanisms that underlie the observed distribution of variables, starting from a set of initial hypotheses. Causal discovery allows us to infer mechanisms as sets of cause and effect…

We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of…

Motivated by applications in movement ecology, in this paper I propose a new class of integrated continuous-time hidden Markov models in which each observation depends on the underlying state of the process over the whole interval since the…

Hidden Markov models (HMMs) are flexible time series models in which the distributions of the observations depend on unobserved serially correlated states. The state-dependent distributions in HMMs are usually taken from some class of…

Change point detection in time series aims to identify moments when the probability distribution of time series changes. It is widely applied in many areas, such as human activity sensing and medical science. In the context of multivariate…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Hidden Markov Model (HMM) combined with Gaussian Process (GP) emission can be effectively used to estimate the hidden state with a sequence of complex input-output relational observations. Especially when the spectral mixture (SM) kernel is…

Recently, there has been a surge of interest in using spectral methods for estimating latent variable models. However, it is usually assumed that the distribution of the observations conditioned on the latent variables is either discrete or…

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Hawkes processes are a special class of temporal point processes which exhibit a natural notion of causality, as occurrence of events in the past may increase the probability of events in the future. Discovery of the underlying influence…

Markov state models (MSMs) have been successful in computing metastable states, slow relaxation timescales and associated structural changes, and stationary or kinetic experimental observables of complex molecules from large amounts of…

Stochastic processes abound in nature and accurately modeling them is essential across the quantitative sciences. They can be described by hidden Markov models (HMMs) or by their quantum extensions (QHMMs). These models explain and give…

Many natural and engineered systems can be modeled as discrete state Markov processes. Often, only a subset of states are directly observable. Inferring the conditional probability that a system occupies a particular hidden state, given the…

We propose a framework to model the distribution of sequential data coming from a set of entities connected in a graph with a known topology. The method is based on a mixture of shared hidden Markov models (HMMs), which are jointly trained…

When learning a hidden Markov model (HMM), sequen- tial observations can often be complemented by real-valued summary response variables generated from the path of hid- den states. Such settings arise in numerous domains, includ- ing many…

This work studies networked agents cooperating to track a dynamical state of nature under partial information. The proposed algorithm is a distributed Bayesian filtering algorithm for finite-state hidden Markov models (HMMs). It can be used…

We propose a causal hidden Markov model to achieve robust prediction of irreversible disease at an early stage, which is safety-critical and vital for medical treatment in early stages. Specifically, we introduce the hidden variables which…

Current methods for pattern analysis in time series mainly rely on statistical features or probabilistic learning and inference methods to identify patterns and trends in the data. Such methods do not generalize well when applied to…